Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16/07/2024 | 3,45% | 0,28 CHF | 0,29 CHF | 534 000 | 534 000 | 531 817 | 531 817 | 151 576 CHF | 156 895 CHF | 100,00% | 100,00% |
15/07/2024 | 3,37% | 0,29 CHF | 0,30 CHF | 535 300 | 535 300 | 533 098 | 533 098 | 155 775 CHF | 161 106 CHF | 100,00% | 100,00% |
12/07/2024 | 3,54% | 0,29 CHF | 0,30 CHF | 562 800 | 562 800 | 560 479 | 560 479 | 155 789 CHF | 161 394 CHF | 100,00% | 100,00% |
11/07/2024 | 3,62% | 0,28 CHF | 0,29 CHF | 581 000 | 581 000 | 578 604 | 578 604 | 156 884 CHF | 162 671 CHF | 99,99% | 99,99% |
10/07/2024 | 3,71% | 0,27 CHF | 0,28 CHF | 604 500 | 604 500 | 602 012 | 602 012 | 159 463 CHF | 165 483 CHF | 100,00% | 100,00% |
09/07/2024 | 3,65% | 0,25 CHF | 0,26 CHF | 589 100 | 589 100 | 558 866 | 558 866 | 150 367 CHF | 155 956 CHF | 99,74% | 99,74% |
08/07/2024 | 3,60% | 0,28 CHF | 0,29 CHF | 568 200 | 568 200 | 565 836 | 565 836 | 154 221 CHF | 159 879 CHF | 99,28% | 99,28% |
05/07/2024 | 3,57% | 0,27 CHF | 0,28 CHF | 581 600 | 581 600 | 579 202 | 579 202 | 159 507 CHF | 165 299 CHF | 100,00% | 100,00% |
04/07/2024 | 3,79% | 0,26 CHF | 0,27 CHF | 595 300 | 595 300 | 592 836 | 592 836 | 153 443 CHF | 159 372 CHF | 99,61% | 99,61% |
03/07/2024 | 4,00% | 0,26 CHF | 0,27 CHF | 660 500 | 660 500 | 681 802 | 681 802 | 167 306 CHF | 174 124 CHF | 100,00% | 100,00% |